Homebrew dev Torch currently has three different versions of Lockdown.

The first one allows you to password-protect your PSP in the recovery menu. The second one, Lockdown XMB style, uses the XMB Wave as the background, but is only useable on the PSP Slim. The third one, Lockdown In-Game, allows you to password-protect your current game. Extremely useful to ward off pesky little siblings from messing up your game.

All three are now conveniently packaged in a neat little pack. They have been tested on 5.00 M33-6.

Download: Lockdown Pack 1
Visit: QJ.net PSP Development Forums